CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3415 |
1.3350 |
-0.0065 |
-0.5% |
1.3407 |
| High |
1.3461 |
1.3434 |
-0.0027 |
-0.2% |
1.3487 |
| Low |
1.3288 |
1.3281 |
-0.0007 |
-0.1% |
1.3281 |
| Close |
1.3336 |
1.3371 |
0.0035 |
0.3% |
1.3371 |
| Range |
0.0173 |
0.0153 |
-0.0020 |
-11.6% |
0.0206 |
| ATR |
0.0164 |
0.0164 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
330,511 |
284,744 |
-45,767 |
-13.8% |
1,335,920 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3749 |
1.3455 |
|
| R3 |
1.3668 |
1.3596 |
1.3413 |
|
| R2 |
1.3515 |
1.3515 |
1.3399 |
|
| R1 |
1.3443 |
1.3443 |
1.3385 |
1.3479 |
| PP |
1.3362 |
1.3362 |
1.3362 |
1.3380 |
| S1 |
1.3290 |
1.3290 |
1.3357 |
1.3326 |
| S2 |
1.3209 |
1.3209 |
1.3343 |
|
| S3 |
1.3056 |
1.3137 |
1.3329 |
|
| S4 |
1.2903 |
1.2984 |
1.3287 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3998 |
1.3890 |
1.3484 |
|
| R3 |
1.3792 |
1.3684 |
1.3428 |
|
| R2 |
1.3586 |
1.3586 |
1.3409 |
|
| R1 |
1.3478 |
1.3478 |
1.3390 |
1.3429 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3355 |
| S1 |
1.3272 |
1.3272 |
1.3352 |
1.3223 |
| S2 |
1.3174 |
1.3174 |
1.3333 |
|
| S3 |
1.2968 |
1.3066 |
1.3314 |
|
| S4 |
1.2762 |
1.2860 |
1.3258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3487 |
1.3281 |
0.0206 |
1.5% |
0.0128 |
1.0% |
44% |
False |
True |
267,184 |
| 10 |
1.3550 |
1.3260 |
0.0290 |
2.2% |
0.0149 |
1.1% |
38% |
False |
False |
284,957 |
| 20 |
1.3795 |
1.3212 |
0.0583 |
4.4% |
0.0155 |
1.2% |
27% |
False |
False |
280,301 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0174 |
1.3% |
15% |
False |
False |
304,171 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0178 |
1.3% |
21% |
False |
False |
315,389 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0175 |
1.3% |
16% |
False |
False |
244,948 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0176 |
1.3% |
16% |
False |
False |
196,070 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0170 |
1.3% |
16% |
False |
False |
163,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3835 |
|
1.618 |
1.3682 |
|
1.000 |
1.3587 |
|
0.618 |
1.3529 |
|
HIGH |
1.3434 |
|
0.618 |
1.3376 |
|
0.500 |
1.3358 |
|
0.382 |
1.3339 |
|
LOW |
1.3281 |
|
0.618 |
1.3186 |
|
1.000 |
1.3128 |
|
1.618 |
1.3033 |
|
2.618 |
1.2880 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3367 |
1.3371 |
| PP |
1.3362 |
1.3371 |
| S1 |
1.3358 |
1.3371 |
|